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This study provides new evidence of systemic risk contribution in the international mutual fund sector from 2000–2011. The empirical analysis tracks the systemic risk of 10,570 mutual funds investing internationally. The main findings suggest that the systemic risk contributions of...
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). Dynamic panel estimates of the model suggest that fiscal space and other macroeconomic factors are statistically significant …
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). Dynamic panel estimates of the model suggest that fiscal space and other macroeconomic factors are statistically significant …
Persistent link: https://www.econbiz.de/10012461251
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that changes of ratings are informative, economically important and highly statistically significant in panel models even … country groupings and dynamic structures. Dynamic panel model estimates indicate that a credit rating upgrade decreases CDS …
Persistent link: https://www.econbiz.de/10012459536
that changes of ratings are informative, economically important and highly statistically significant in panel models even … country groupings and dynamic structures. Dynamic panel model estimates indicate that a credit rating upgrade decreases CDS …
Persistent link: https://www.econbiz.de/10013080412